CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0066 |
-0.0161 |
-1.6% |
1.0217 |
| High |
1.0239 |
1.0140 |
-0.0099 |
-1.0% |
1.0253 |
| Low |
1.0057 |
1.0025 |
-0.0032 |
-0.3% |
1.0025 |
| Close |
1.0057 |
1.0122 |
0.0065 |
0.6% |
1.0122 |
| Range |
0.0182 |
0.0115 |
-0.0067 |
-36.8% |
0.0228 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
227 |
335 |
108 |
47.6% |
1,123 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0396 |
1.0185 |
|
| R3 |
1.0326 |
1.0281 |
1.0154 |
|
| R2 |
1.0211 |
1.0211 |
1.0143 |
|
| R1 |
1.0166 |
1.0166 |
1.0133 |
1.0189 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0107 |
| S1 |
1.0051 |
1.0051 |
1.0111 |
1.0074 |
| S2 |
0.9981 |
0.9981 |
1.0101 |
|
| S3 |
0.9866 |
0.9936 |
1.0090 |
|
| S4 |
0.9751 |
0.9821 |
1.0059 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0698 |
1.0247 |
|
| R3 |
1.0589 |
1.0470 |
1.0185 |
|
| R2 |
1.0361 |
1.0361 |
1.0164 |
|
| R1 |
1.0242 |
1.0242 |
1.0143 |
1.0188 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0106 |
| S1 |
1.0014 |
1.0014 |
1.0101 |
0.9960 |
| S2 |
0.9905 |
0.9905 |
1.0080 |
|
| S3 |
0.9677 |
0.9786 |
1.0059 |
|
| S4 |
0.9449 |
0.9558 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0253 |
1.0025 |
0.0228 |
2.3% |
0.0096 |
0.9% |
43% |
False |
True |
224 |
| 10 |
1.0253 |
0.9948 |
0.0305 |
3.0% |
0.0102 |
1.0% |
57% |
False |
False |
175 |
| 20 |
1.0253 |
0.9860 |
0.0393 |
3.9% |
0.0097 |
1.0% |
67% |
False |
False |
162 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0121 |
1.2% |
32% |
False |
False |
183 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0114 |
1.1% |
45% |
False |
False |
129 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0094 |
0.9% |
45% |
False |
False |
98 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0090 |
0.9% |
40% |
False |
False |
81 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.1% |
0.0086 |
0.8% |
34% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0441 |
|
1.618 |
1.0326 |
|
1.000 |
1.0255 |
|
0.618 |
1.0211 |
|
HIGH |
1.0140 |
|
0.618 |
1.0096 |
|
0.500 |
1.0083 |
|
0.382 |
1.0069 |
|
LOW |
1.0025 |
|
0.618 |
0.9954 |
|
1.000 |
0.9910 |
|
1.618 |
0.9839 |
|
2.618 |
0.9724 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0139 |
| PP |
1.0096 |
1.0133 |
| S1 |
1.0083 |
1.0128 |
|